ECBOT 30 Year Treasury Bond Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 108-25 108-27 0-02 0.1% 107-03
High 109-00 110-05 1-05 1.1% 108-22
Low 108-12 108-22 0-10 0.3% 107-01
Close 108-28 109-29 1-01 0.9% 108-13
Range 0-20 1-15 0-27 135.0% 1-21
ATR 0-26 0-27 0-02 6.0% 0-00
Volume 474,206 426,685 -47,521 -10.0% 2,000,901
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 114-00 113-13 110-23
R3 112-17 111-30 110-10
R2 111-02 111-02 110-06
R1 110-15 110-15 110-01 110-24
PP 109-19 109-19 109-19 109-23
S1 109-00 109-00 109-25 109-10
S2 108-04 108-04 109-20
S3 106-21 107-17 109-16
S4 105-06 106-02 109-03
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 113-00 112-12 109-10
R3 111-11 110-23 108-28
R2 109-22 109-22 108-23
R1 109-02 109-02 108-18 109-12
PP 108-01 108-01 108-01 108-06
S1 107-13 107-13 108-08 107-23
S2 106-12 106-12 108-03
S3 104-23 105-24 107-30
S4 103-02 104-03 107-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-05 107-23 2-14 2.2% 0-27 0.8% 90% True False 375,253
10 110-05 106-17 3-20 3.3% 0-25 0.7% 93% True False 400,375
20 110-05 105-31 4-06 3.8% 0-27 0.8% 94% True False 393,671
40 110-05 104-16 5-21 5.1% 0-28 0.8% 96% True False 442,331
60 112-11 104-16 7-27 7.1% 0-25 0.7% 69% False False 308,484
80 112-11 104-16 7-27 7.1% 0-22 0.6% 69% False False 231,724
100 113-10 104-16 8-26 8.0% 0-20 0.6% 61% False False 185,421
120 113-26 104-16 9-10 8.5% 0-17 0.5% 58% False False 154,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 116-13
2.618 114-00
1.618 112-17
1.000 111-20
0.618 111-02
HIGH 110-05
0.618 109-19
0.500 109-14
0.382 109-08
LOW 108-22
0.618 107-25
1.000 107-07
1.618 106-10
2.618 104-27
4.250 102-14
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 109-24 109-22
PP 109-19 109-14
S1 109-14 109-06

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols